0.09Open0.09Pre Close26 Volume95 Open Interest940.00Strike Price85.00Turnover45.69%IV15.26%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0002Gamma27185.33Leverage Ratio-0.0236Theta0.0002Rho68.25Eff Leverage0.0070Vega